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Asymmetric Risk Measures and Real Estate Returns · Study

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ArticleAsymmetric Risk Measures and Real Estate Returns

Ping Cheng2005

OA

Articlegreen2005

Asymmetric Risk Measures and Real Estate Returns

44 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Financial Markets and Investment Strategies Housing Market and Economics Financial Risk and Volatility Modeling

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References

1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.2000Conditional Skewness in Asset Pricing Tests 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1975Mean-Risk Analysis with Risk Associated with Below-Target Returns 1977Capital market equilibrium in a mean-lower partial moment framework 1989Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence 1970SURVEY OF CAPITAL BUDGETING: THEORY AND PRACTICE

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2009The role of Malaysian securitised real estate in a mixed‐asset portfolio 2008Downside Beta and the Cross-sectional Determinants of Listed Property Trust Returns 2007The Underlying Return‐Generating Factors for REIT Returns: An Application of Independent Component Analysis

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Details

Year2005

Typearticle

Published2005-02-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations44

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s11146-004-4833-9

openalex_workW1966043220

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